市场风险管理新规落地 银行需从被动响应转向主动管理

Core Viewpoint - The National Financial Supervision Administration has released the "Market Risk Management Measures for Commercial Banks," focusing on defining market risk, improving governance structures, and detailing management requirements to enhance market risk management in commercial banks [1][2]. Group 1: Market Risk Definition - The new measures redefine market risk, excluding bank book interest rate risk, and focusing on risks arising from adverse changes in interest rates, exchange rates, stock prices, and commodity prices [2]. - Bank book interest rate risk will continue to be governed by the "Guidelines for Managing Bank Book Interest Rate Risk (Revised)" [2]. Group 2: Governance Structure - The measures emphasize the need to improve the governance structure for market risk, clarifying the responsibilities of the board of directors, supervisory board, and senior management [3]. - The board is required to approve market risk preferences and management responsibilities, and to review market risk management reports at least annually [3]. - There is a call for comprehensive management of market risk, detailing requirements for risk identification, measurement, monitoring, control, and reporting [3]. Group 3: Proactive Risk Prevention - The measures aim to enhance proactive risk prevention awareness among financial institutions, encouraging a shift from passive response to active management [4]. - Recommendations include improving systems for risk preference and limits, strengthening internal controls and audits, and utilizing technology to enhance market risk management [4]. - The use of AI-driven platforms for market risk monitoring and the establishment of cross-institution data sharing platforms are suggested to better identify and manage systemic risks [4].